Shear in Object Mode not working
Shear in object mode is not intended to shear an object mesh but to shear several objects from their locations.

But you can use a 'lattice modifier' in order to shear an object in non destructive way:

Above on left an object sheared in edit mode.

On right, another one with a lattice modifier. The object is not sheared but the lattice is itself sheared in edit mode.



To do it:


Place a lattice at the object location.
Add a lattice modifier to your object and set the lattice as 'object' in the modifier.
Enter edit mode for the lattice.
Shear the lattice.